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Roger was born in Evansville, Indiana. He is a drifter with no family attachments who has moved all over North America during his life, working for short periods in a place before moving to the next. Some of his past jobs include logging in the Bitterroots (a mountain chain between Idaho and Montana), picking oranges in the CaliforniaRedlands and digging silver in Zacatecas, Mexico. He has a scar on his right chest muscle as a result of a fight. ("Ging Gang Goolie", "Sunday Best")

Gillian finds Roger with other young men next to the Cafe Frolic on the Atlantic City Boardwalk during a night walk in March 1923. Roger asks for a cigarette without noticing Gillian and she makes herself known by offering one from her case. As the two share a smoke alone, she asks his name and if he is from Atlantic City. He says that he is Roger McAllister from Evansville, Indiana, and that he is in town looking for a job. Gillian asks Roger if he ever dreams; after Roger's obvious affirmative answer she says that dreams is where people should live, a world "where we are safe, and happy, and surrounded by those we love", but that we have to live in life. She then tells Roger that he reminds her of someone.

Roger takes Gillian to his boardinghouse later that night. As they have sex, Gillian calls Roger "baby", and upon finishing she tells him that he took her to the way she "used to feel". Roger lights a cigarette and asks Gillian if she is really 29 as she has told him, saying that he has never been with an older woman. Gillian asks if it does matter and calls him a gentleman. She then asks how much time he has been living in that house. Roger replies that it'll be a week on Friday and that he can't afford the day after that. Gillian suggests that she could find a job for him. Finally, she asks if Roger had a nickname back home. Roger denies. Gillian then says that she will call him James, and when Roger asks why, she replies "because he was a king". Roger kisses Gillian and they get back to sex. ("Ging Gang Goolie")

On Easter Sunday, Gillian gives all the girls the day free under the reasoning that men won't come to the Artemis Club during the holiday. She also asks Richard Harrow to take Tommy out, claiming that she has her period and is not in the mood to deal with people for the day.

With the house free for herself, Gillian invites Roger in and tells him that her late husband left it to her. Roger notes that he didn't know that Gillian had been married and she says that she doesn't like to talk about it because it was a troubled relationship. Roger asks Gillian if she is rich. She says that she can barely keep the 20-room house on condition, leading Roger to suggest that she should sell it. Roger then tries to have sex with her right there, but Gillian rebuffs him saying that he should eat first because he will need his strength.

Before eating, Roger cracks a mock oration: Father, Son, Holy Ghost: Who eats the fastest gets the most. Gillian asks him if he invented that and he replies that he just picked it along the way. Gillian says that he must have all sorts of escapades; Roger says that he has been all over the place and numerates some of the jobs he has had. Gillian then asks about girls and Roger jokes that he gave them a good "adios". She calls him an adventurer. Roger then asks what's Gillian's motive to remain in the house. Memories and dreams, she replies. Roger says that those don't pay the bills, and once again he tells Gillian to sell the house and hit the road together. Gillian then asks if he is trying to take advantage of a "lonely widow", while sitting seductively on the table. Roger gets up and the two have sex over it.

Roger and Gillian end having sex for a second time, this time in the bedroom. He asks what her husband was like. She prefers not to tell him, but taking Roger's words as meaning that he believes that she married him for the money, she replies that the two knew each other as children, and that she being older put them in a difficult situation, although they eventually worked it out. Roger asks what happened to him, and Gillian says that he walked out of the house one day and never came back. Roger comments that she doesn't know if he is really dead then. Gillian changes the subject and asks where they would go together. Roger suggests Cuba, claiming that he's never been south of Cape May. He tries to have sex again, but she talks him into sharing a bath first.

Gillian drowns Roger in the bathtub. ("Sunday Best")

Gillian dresses Roger in the Commodore's robe and leads him blindfolded to the house's luxurious bathroom. Once there, she takes the blindfold off and asks him if he likes it. Roger confirms it. She then says that he must follow her instructions closely and orders him to undress and get in the hot bathtub. Roger asks Gillian to join him and she undresses too, but begins to wash him with a sponge from the outside rather than getting in the bathtub. Gillian asks about his scar and he says that he got it on a fight for defending a girl. Gillian tells Roger to close his eyes and relax as she continues to wash him. She then injects him a dose of heroin that she had got from Lucky Luciano. Alarmed, Roger takes it out and asks how much was in there, to which she non-chalantly replies that she supposes it was "rather a lot". Roger threatens to stick the needle on her but the heroin reachs his brain before he can do it. Dazed now, he is unable to get up or even remember if he was saying something. Gillian tells him that he is dreaming now, and drowns him by placing the sponge over his mouth and moving his head under the water. Once dead, Gillian hangs Jimmy's dogtags around his neck and leaves the body with a hand sticking out of the bathtub and next to the needle to be found by the brothel girls during the night. ("Sunday Best")

The plan is successful and Jimmy is declared dead, giving Gillian control over his assets. To avoid possible setbacks, she has Roger's body cremated. ("The Pony")